Anic Equity¶

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Total return since start: 0.688 %¶

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Equity now: -----------------------------> 51566.5 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48367.44 Kr¶

PnL: ---------------------------------------> -720.13 Kr¶

DD now: ---------------------------------> -0.727 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 14:21:29.309138'

Anic Portfolio¶

Today¶

Return: -0.64 %¶

This Week¶

Return: 8.499 %¶

Total¶

Return: 68.815 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -1.790000 768.000000 95.000000 14.120000 673.000000
Nordea Bank Abp 29 -0.360000 3522.340000 68.340000 1.980000 3453.999992
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
SAAB B 8 -0.160000 3421.600000 44.600000 1.320000 3377.000000
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
Swedbank A 3 2.080000 603.300000 39.300000 6.970000 564.000000
AcadeMedia 12 0.180000 595.560000 38.560000 6.920000 557.000004
Resurs Holding 22 0.510000 612.040000 38.040000 6.630000 573.999998
Samhällsbyggnadsbo. i Norden B 20 0.000000 383.100000 28.100000 7.920000 355.000000
Norva24 Group 16 1.040000 560.960000 17.960000 3.310000 543.000000
Intrum 4 0.740000 543.400000 16.400000 3.110000 527.000000
Fasadgruppen Group 38 1.110000 4157.200000 16.200000 0.390000 4140.999992
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
OEM International B 7 -2.040000 537.600000 9.600000 1.820000 527.999997
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Securitas B 6 -1.350000 571.320000 1.320000 0.230000 570.000000
Corem Property Group B 59 -0.610000 577.910000 0.910000 0.160000 576.999999
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.190000 246.240000 0.240000 0.100000 246.000000
Handelsbanken A 5 0.410000 545.500000 -0.500000 -0.090000 546.000000
Coor Service Management Hold. 8 -0.230000 530.000000 -2.000000 -0.380000 532.000000
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -3.390000 575.190000 -7.810000 -1.340000 582.999984
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Boozt 12 -0.950000 1629.600000 -24.400000 -1.480000 1653.999996
Essity B 2 -0.950000 544.800000 -29.200000 -5.090000 574.000000
CTEK 13 -2.050000 496.080000 -37.920000 -7.100000 533.999999
International Petroleum Corp. 5 -3.160000 552.500000 -42.070000 -7.080000 594.565215
Essity A 4 -0.900000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 -2.600000 552.950000 -60.050000 -9.800000 612.999432
Beijer Electronics Group 27 -1.780000 2986.200000 -97.800000 -3.170000 3083.999994
OX2 22 -0.990000 1764.400000 -224.600000 -11.290000 1989.000002
Axfood 15 0.070000 4048.500000 -251.500000 -5.850000 4300.000005
Ovzon 64 -2.220000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48367.440000 -720.130000 -0.72747% 49087.564636

Updated:¶

'2023-01-31 14:21:42.521943'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶